[tex]d\mid m[/tex] means to say there is some [tex]k_1[/tex] such that [tex]m=dk_1[/tex]. Similarly, [tex]d\mid n[/tex] is equivalent to saying there exists [tex]k_2[/te]x such that [tex]n=dk_2[/tex].
Now, [tex]m+n=dk_1+dk_2=d(k_1+k_2)=dk_3[/tex], i.e. there is some [tex]k_3[/tex] such that [tex]m+n[/tex] is a multiple of [tex]d[/tex], i.e. [tex]d\mid(m+n)[/tex].